+820.5%
XLB vs DAR
+2,270.5%
-1,450.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | -1.4% | +1.4% | -2.7% | -1.5% |
| 30D | -0.4% | +12.8% | -13.2% | -1.5% |
| 3M | +2.0% | +7.4% | -5.4% | +1.1% |
| 6M | +1.8% | +22.3% | -20.4% | -0.2% |
| YTD | +16.6% | +81.1% | -64.5% | +10.4% |
| 1Y | +16.9% | +106.5% | -89.6% | +9.3% |
| 3Y | +32.6% | +5.3% | +27.3% | +29.8% |
| 5Y | +35.6% | -11.5% | +47.2% | +33.8% |
| 10Y | +160.0% | +353.3% | -193.3% | +125.8% |
| All | +820.5% | +2,270.5% | -1,450.0% | +681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling